[R] rob var/cov + LAD regression

Angelo Secchi secchi at sssup.it
Wed Feb 8 17:22:44 CET 2006


Hi,
after looking around I was not able to get info about these two questions:

1. Is there a function to have a  "jackknifed corrected  var/cov estimate" (as described in MacKinnon and White 1985) in a standard OLS regression? 

2. Does R possess a LAD (Least Absolute Deviation) regression function?

Any help?
Thanks

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 Angelo Secchi                     PGP Key ID:EA280337




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